So far none of the reports, including those made in the District, have been confirmed by authorities.

Investigators say 37-year-old Stephens shot and killed 74-year-old Robert Godwin Sr. on Sunday then posted the gruesome video of the killing to Facebook.

In the video, which appears shaky, Stephens gets out of his car and appears to randomly target Godwin who is holding a plastic shopping bag. Stephens says the name of a woman, whom Godwin does not seem to recognize.

"She's the reason that this is about to happen to you," Stephens tells Godwin before pointing a gun at him. Godwin can be seen shielding his face with the shopping bag.

In a statement early Monday, police warned residents of Pennsylvania, New York, Indiana and Michigan to be on the lookout for Stephens, who they said may have traveled out of state. A $50,000 reward is being offered for information leading to his capture and prosecution.

The woman Stephens spoke of, Joy Lane, said in a text message to CBS that "we had been in a relationship for several years. I am sorry that all of this has happened."

She also said Stephens was "a nice guy" who was good to her and her children.

Stephens filed for bankruptcy two years ago despite holding down a job as a counselor helping young people develop job skills and find employment. The behavioral health agency where he worked said an extensive background check before he was hired turned up nothing worrisome.

In one video posted on Facebook, Stephens said that he gambled away everything and that he and his girlfriend had planned to marry but did not, without saying why. He blamed her for what was about to happen.

On Monday evening, Facebook announced that it was launching a review for reporting harmful content following the killing. The company said that Stephens posted a video of himself announcing his intent to commit murder, then two minutes later posted another video of himself shooting and killing Godwin. A few minutes after that, he went live and confessed.

Officers searched dozens of places around Cleveland without finding Stephens or any other victims before expanding the manhunt. Detectives spoke with the suspect on Sunday by cellphone and tried to persuade him to surrender, police said.

Law enforcement officials said his cellphone was last tracked Sunday afternoon in Erie, Pennsylvania, about 100 miles (160 kilometers) east of Cleveland. Police in Philadelphia said eight elementary schools and a high school were locked down Monday while they investigated reported sightings but found nothing.